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                            <div id="projectname">Limit Order Book
                                &#160;<span id="projectnumber">2.0.0</span>
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<div class="title">Limit Order Book </div>  </div>
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<div class="textblock"><p><a class="anchor" id="md_README"></a> <a href="https://travis-ci.com/Kautenja/limit-order-book"><img src="https://travis-ci.com/Kautenja/limit-order-book.svg" alt="build-status" style="pointer-events: none;" class="inline"/></a> <a href="https://badge.fury.io/py/limit-order-book"><img src="https://badge.fury.io/py/limit-order-book.svg" alt="PackageVersion" style="pointer-events: none;" class="inline"/></a> <a href="https://python.org"><img src="https://img.shields.io/pypi/pyversions/limit-order-book.svg" alt="PythonVersion" style="pointer-events: none;" class="inline"/></a> <a href="https://badge.fury.io/py/limit-order-book"><img src="https://img.shields.io/pypi/status/limit-order-book.svg" alt="Stable" style="pointer-events: none;" class="inline"/></a> <a href="https://badge.fury.io/py/limit-order-book"><img src="https://img.shields.io/pypi/format/limit-order-book.svg" alt="Format" style="pointer-events: none;" class="inline"/></a> <a href="./LICENSE"><img src="https://img.shields.io/pypi/l/limit-order-book.svg" alt="License" style="pointer-events: none;" class="inline"/></a></p>
<p>This is an implementation of the limit order book structure and matching algorithm for C++ (and Python through ctypes) for market data streaming.</p>
<h1>Usage</h1>
<h2>C++</h2>
<p>Simply add [include/*.hpp](include) to your C++ project either by copying directly or using git submodules.</p>
<h2>Python</h2>
<p>The preferred Python installation of <code>limit-order-book</code> is from <code>pip</code>:</p>
<div class="fragment"><div class="line">pip install limit-order-book</div>
</div><!-- fragment --><h2>Windows</h2>
<p>You'll need to install the Visual-Studio 17.0 tools for Windows installation. The <a href="https://visualstudio.microsoft.com/downloads/">Visual Studio Community</a> package provides these tools for free.</p>
<h1>Testing</h1>
<p>To run all the unit-test suites, run:</p>
<div class="fragment"><div class="line">make test</div>
</div><!-- fragment --><h2>C++</h2>
<p>To run the C++ unit-test suite, run:</p>
<div class="fragment"><div class="line">scons test</div>
</div><!-- fragment --><h2>Python</h2>
<p>To run the Python unit-test suite, run:</p>
<div class="fragment"><div class="line">python -m unittest discover .</div>
</div><!-- fragment --><h1>Benchmarking</h1>
<h2>C++</h2>
<p>To run the C++ benchmark code, run:</p>
<div class="fragment"><div class="line">scons benchmark</div>
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